+16.0%
VEEV vs VO
+56.0%
-40.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -7.1% | -0.6% | -6.5% | -6.6% |
| 30D | +11.1% | -1.9% | +13.0% | +12.9% |
| 3M | +55.5% | +3.3% | +52.3% | +51.5% |
| 6M | +33.4% | +9.7% | +23.7% | +23.3% |
| YTD | +16.8% | +12.6% | +4.2% | +5.7% |
| 1Y | -7.7% | +13.6% | -21.4% | -17.1% |
| All | +16.0% | +56.0% | -40.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling